I also drive a 91 VW Diesel (Jetta). First thing I did was replace the
50A fuse on the firewall with a flat piece of copper. Some of the guys I know just connected the two wires to the fuse together. The OE fuse tends to crack through the "A" in 50A and cannot be seen until you remove it and it comes off in two pieces. The next thing to check is the glow plug relay. Put a volt meter on the glow plug bus bar and have someone turn the ignition on. You should see battery voltage. If not, the relay is bad. If that test was good, remove the bus bar from all 4 plugs and measure the resistance of each plug with an ohmmeter set to the lowest resistance setting. You should see 1.0 - 1.2 ohms. Each plug draws 10-12 amps new. Anything over 1.2 ohms is not good and should be replaced. More critical if you live in a colder climate. To make it easier to remove and install the bus bar and glow plugs, I remove metal from the bottom of each hole for the glow plug studs on the bus bar for the left three plugs. That way, I can install the glow plugs with the nut loosely installed, slide the bus bar down between the glow plug and nut, and tighten the nut. No more losing the nuts behind the inj. pump and time is reduced by half to R&R any glow plugs. Let us know what you discovered. It has to be one of the above.